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MUD vs. MU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUD vs. MU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily MU Bear 1X Shares (MUD) and Micron Technology, Inc. (MU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MUD achieves a -83.10% return, which is significantly lower than MU's 324.61% return.


MUD

1D
-6.93%
1M
-44.97%
YTD
-83.10%
6M
-83.63%
1Y
-93.60%
3Y*
5Y*
10Y*

MU

1D
6.82%
1M
61.30%
YTD
324.61%
6M
338.33%
1Y
882.43%
3Y*
165.88%
5Y*
73.49%
10Y*
57.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUD vs. MU - Yearly Performance Comparison


2026 (YTD)20252024
MUD
Direxion Daily MU Bear 1X Shares
-83.10%-78.75%19.12%
MU
Micron Technology, Inc.
324.61%240.24%-17.14%

Correlation

The correlation between MUD and MU is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-1.00

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2024

-1.00

The correlation between MUD and MU has been stable across timeframes, ranging from -1.00 to -1.00 - a consistent structural relationship.

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Return for Risk

MUD vs. MU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MUD
MUD Risk / Return Rank: 00
Overall Rank
MUD Sharpe Ratio Rank: 00
Sharpe Ratio Rank
MUD Sortino Ratio Rank: 00
Sortino Ratio Rank
MUD Omega Ratio Rank: 00
Omega Ratio Rank
MUD Calmar Ratio Rank: 00
Calmar Ratio Rank
MUD Martin Ratio Rank: 11
Martin Ratio Rank

MU
MU Risk / Return Rank: 9999
Overall Rank
MU Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MU Sortino Ratio Rank: 9999
Sortino Ratio Rank
MU Omega Ratio Rank: 9898
Omega Ratio Rank
MU Calmar Ratio Rank: 100100
Calmar Ratio Rank
MU Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MUD vs. MU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily MU Bear 1X Shares (MUD) and Micron Technology, Inc. (MU). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MUDMUDifference
Sharpe ratioReturn per unit of total volatility

-13.81

Sortino ratioReturn per unit of downside risk

-10.54

Omega ratioGain probability vs. loss probability

0.56

1.82

-1.26

Calmar ratioReturn relative to maximum drawdown

-0.99

29.44

-30.43

Martin ratioReturn relative to average drawdown

-1.46

111.67

-113.13

MUD vs. MU - Sharpe Ratio Comparison

The current MUD Sharpe Ratio is -1.32, which is lower than the MU Sharpe Ratio of 12.50. The chart below compares the historical Sharpe Ratios of MUD and MU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MUD vs. MU - Drawdown Comparison

The maximum MUD drawdown since its inception was -96.89%, roughly equal to the maximum MU drawdown of -98.25%. Use the drawdown chart below to compare losses from any high point for MUD and MU.


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Drawdown Indicators


MUDMUDifference

Max Drawdown

Largest peak-to-trough decline

-96.89%

-98.25%

+1.36%

Max Drawdown (1Y)

Largest decline over 1 year

-94.52%

-30.28%

-64.24%

Max Drawdown (3Y)

Largest decline over 3 years

-57.63%

Max Drawdown (5Y)

Largest decline over 5 years

-57.63%

Max Drawdown (10Y)

Largest decline over 10 years

-57.63%

Current Drawdown

Current decline from peak

-96.89%

0.00%

-96.89%

Average Drawdown

Average peak-to-trough decline

-51.50%

-58.13%

+6.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

64.02%

7.97%

+56.05%

Volatility

MUD vs. MU - Volatility Comparison

Direxion Daily MU Bear 1X Shares (MUD) has a higher volatility of 35.25% compared to Micron Technology, Inc. (MU) at 33.47%. This indicates that MUD's price experiences larger fluctuations and is considered to be riskier than MU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUDMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

35.25%

33.47%

+1.78%

Volatility (6M)

Calculated over the trailing 6-month period

61.23%

58.69%

+2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

71.36%

71.47%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.34%

53.67%

+15.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.34%

50.30%

+19.04%

Dividends

MUD vs. MU - Dividend Comparison

MUD's dividend yield for the trailing twelve months is around 34.86%, more than MU's 0.04% yield.


PositionTTM20252024202320222021
MU
Micron Technology, Inc.
0.04%0.16%0.55%0.54%0.89%0.21%
MUD
Direxion Daily MU Bear 1X Shares
34.86%9.21%0.47%0.00%0.00%0.00%

Frequently Asked Questions


MUD and MU have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUD has higher volatility (35.25%) compared to MU (33.47%). In terms of maximum drawdown, MUD dropped -96.89% vs MU's -98.25%.

MU currently has the higher Sharpe Ratio (12.50 vs -1.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MUD and MU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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